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Portfolio Management Tool/Software


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Portfolio Management Tool/Software

  #1 (permalink)
 
AlgOz's Avatar
 AlgOz 
Sydney, Australia
 
Experience: Beginner
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Hi,

Can someone let me know your experience on which of the following software/tools might be the best option for position sizing, diversification, portfolio management and analysis?
- Market System Analyser (MSA - Adaptrade)
- Portfolio Analyst Pro (PAPro - Trademaid)
- Titan (A. Unger)

Is there any other portfolio management software I should be looking into as well?

Cheers,

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  #2 (permalink)
aldebaraan
Amsterdam, Netherlands
 
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Check Lote45 or RiskMetrics

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  #3 (permalink)
 
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 SBtrader82   is a Vendor
 
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Quite interesting, I didn't know these tools even existed. I would be rather curious to find out how they compute the risk managent strategy

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  #4 (permalink)
 AndyB72 
Udine Italy
 
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I'm working with Titan from 1 year and using Portfolio Builder QTLab too, but I can't say I've found an ideal solution for my portfolio yet

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  #5 (permalink)
 BERN Algos 
Bologna Italy
 
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acosta1709 View Post
Hi,

Can someone let me know your experience on which of the following software/tools might be the best option for position sizing, diversification, portfolio management and analysis?
- Market System Analyser (MSA - Adaptrade)
- Portfolio Analyst Pro (PAPro - Trademaid)
- Titan (A. Unger)

Is there any other portfolio management software I should be looking into as well?

Cheers,

I spent one year developing mine with Python. I was (not) a (good) sw programmer in my previous life, a lot time passed and I had to restart from scratch. It was hard but I admit I'm quite satisfy at t he moment.
I adopted a main engine based on equity curve management, recently added a light position management feature (1 or 2 contracts).

I wrote some add-on on NT8 to make much more easy to export historical trades. I had to, working with 100+ strategies at the moment. It tooks less than one hour to export, transfer from VPS to local PC, run the portfolio manager, enable the proposed strategies.
I usually adjust my strategies on a weekly base.

The good part is that a back test is always performed till the week before with some kind of walking forward. So, once decided a parameter setup, I have validation and proposal for next week in one shot.

I'm more than happy to share further info in case.

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  #6 (permalink)
 
syswizard's Avatar
 syswizard 
Philadelphia PA
 
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BERN Algos View Post
I'm more than happy to share further info in case.

Very impressive ! Do you have any written documentation for your creation ?
Does it need to be adapted to accomodate another platform like Multicharts ?

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  #7 (permalink)
 BERN Algos 
Bologna Italy
 
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syswizard View Post
Very impressive ! Do you have any written documentation for your creation ?
Does it need to be adapted to accomodate another platform like Multicharts ?

No written docs but I will put together something and post here.
The tool is agnostic, just need a set of csv files, one per strategy, including only closing date and cumulative gain for each trade (at the moment partial close not managed).
I designed the tool to work on one year data, rolling. So, last year actually.

See attached example (oh, I put a naming rule on filename, to start with "MS__")

Once you are able to pack data this way it should be possible to make it run.

Attached Files
Elite Membership required to download: MS__CNN_m_MNQ127setM0024.csv
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  #8 (permalink)
 
syswizard's Avatar
 syswizard 
Philadelphia PA
 
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The first column has inconsistent date formats:
31/08/2022 09:56:00
2/9/2022 3:35

The equity column goes from small numbers to huge numbers. Why ?
56.5
269

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  #9 (permalink)
 BERN Algos 
Bologna Italy
 
Experience: Advanced
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Broker: NinjaTrader
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In my systems, both remote and local PC, the format is ok, it could be a matter of import in your excell or csv viewer. Try something different, even Notepad to check.

Time,Equity
16/11/2021 12:03:00,10
17/11/2021 12:03:00,-2.5
23/11/2021 03:35:00,7.5
23/11/2021 14:10:00,17.5
29/11/2021 12:03:00,4.5
30/11/2021 12:03:00,14.5
02/12/2021 03:35:00,1.5
07/12/2021 05:42:00,11.5
07/12/2021 16:00:00,-1.5
09/12/2021 09:56:00,8.5
10/12/2021 09:56:00,18.5
13/12/2021 03:35:00,28.5
13/12/2021 12:03:00,15.5
14/12/2021 03:35:00,25.5
15/12/2021 03:35:00,12.5
15/12/2021 12:03:00,-0.5
16/12/2021 05:42:00,9.5
16/12/2021 14:10:00,19.5
17/12/2021 03:35:00,29.5
17/12/2021 12:03:00,39.5
21/12/2021 16:00:00,26.5
28/12/2021 12:03:00,36.5
30/12/2021 09:56:00,46.5
31/12/2021 16:00:00,56.5
03/01/2022 09:56:00,44
05/01/2022 12:03:00,31
06/01/2022 12:03:00,41
07/01/2022 09:56:00,51
10/01/2022 09:56:00,61
13/01/2022 12:03:00,71
18/01/2022 03:35:00,81
18/01/2022 12:03:00,91
20/01/2022 05:42:00,78
24/01/2022 05:42:00,88
25/01/2022 12:03:00,98
26/01/2022 09:56:00,108
28/01/2022 05:42:00,118
31/01/2022 03:35:00,128
31/01/2022 14:10:00,115
02/02/2022 07:49:00,125
02/02/2022 16:00:00,135
03/02/2022 12:03:00,145
09/02/2022 03:35:00,155
09/02/2022 12:03:00,165
10/02/2022 07:49:00,175
10/02/2022 16:00:00,185
14/02/2022 05:42:00,195
15/02/2022 05:42:00,205
15/02/2022 14:10:00,215
16/02/2022 03:35:00,225
17/02/2022 03:35:00,212
17/02/2022 12:03:00,199
21/02/2022 12:00:00,209
22/02/2022 05:42:00,219

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  #10 (permalink)
 
syswizard's Avatar
 syswizard 
Philadelphia PA
 
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You did not answer my 2 questions:
1) date format inconsistent ?
2) equity column has wildly different numbers.small then large ?

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